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一种无约束优化的非单调拟牛顿信赖域算法 被引量:3

Nonmonotone Quasi-Newton Trust Region Algorithm for Unconstraint Optimization
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摘要 提出一种新的信赖域算法,使子问题产生的试探步dk始终保持在信赖域中,在每次迭代过程中,试探步dk均能得到校正,当试探步不被接受时,采用非单调线搜索技术,无需重解子问题.在适当的条件下,证明了算法的全局收敛性. The subproblem generates trail step size d^k always in trust region, d^k is updated at every iteration.Nonmonotone line search is used to solve subproblem when d^k is not accepted. Global convergence is proved under some suitable conditions.
出处 《吉林大学学报(理学版)》 CAS CSCD 北大核心 2009年第3期497-501,共5页 Journal of Jilin University:Science Edition
基金 国家自然科学基金(批准号:10861005) 广西自然科学基金(批准号:0728206)
关键词 非单调线搜索 拟牛顿法 信赖域算法 全局收敛性 nonmonotone line search quasi-Newton method trust region algorithm global convergence
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